Michael Fu

University of Maryland - College Park

College Park, MD 20742

United States

SCHOLARLY PAPERS

5

DOWNLOADS

167

SSRN CITATIONS

6

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Optimal Army Officer Retirement

Robert H. Smith School Research Paper No. RHS 2445111
Number of pages: 20 Posted: 04 Jun 2014
Andrew O. Hall and Michael Fu
Department of Mathematical Sciences, USMA and University of Maryland - College Park
Downloads 75 (323,858)

Abstract:

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Markov Decision Processes, Dynamic Programming

2.

New Global Optimization Algorithms for Model-Based Clustering

Number of pages: 37 Posted: 18 Jul 2009
Jeffrey Heath, Michael Fu and Wolfgang Jank
Centre College, University of Maryland - College Park and University of Maryland - Decision and Information Technologies Department
Downloads 47 (407,243)

Abstract:

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EM algorihm, global optimum, mixture model

3.

Optimal Unbiased Estimation for Expected Cumulative Cost

Stevens Institute of Technology School of Business Research Paper
Number of pages: 13 Posted: 30 Apr 2018
Stevens Institute of Technology - School of Business, University of Maryland - College Park, Department of Industrial Engineering and Management, Peking University and University of Minnesota - Minneapolis
Downloads 17 (551,282)
Citation 1

Abstract:

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unbiased simulation, optimal control, cumulative cost, efficiency of estimator

4.

Sensitivity Analysis of Portfolio Credit Derivatives by Conditional Monte Carlo Simulation

Number of pages: 26 Posted: 20 Jun 2019
Lei Lei, Yijie Peng, Michael Fu and Jianqiang Hu
Chongqing University, Department of Industrial Engineering and Management, Peking University, University of Maryland - College Park and Fudan University
Downloads 14 (569,656)
Citation 4

Abstract:

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simulation, stochastic gradient estimation, credit derivative, conditional Monte Carlo, copula model

5.

Gradient Estimation and Mountain Range Options

Number of pages: 24 Posted: 28 Dec 2018
Andrew O. Hall and Michael Fu
Department of Mathematical Sciences, USMA and University of Maryland - College Park
Downloads 14 (569,656)
Citation 2

Abstract:

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Monte Carlo Simulation,Option Pricing, Gradient Estimation, Mountain Range Options